I think this is what is gradually happening to me...I hit lvl 13 last night, and I've got main skills that are in the 45-52 range (Blade, Destruction, Restoration, etc.)....but my minor skills (light armor, armorer, lockpick etc.) are in the 9-15 range, and I'm finding some opponents hard.
It's a little off. Against humans (like bandits etc.) I can get in a fight with 4 or 5 at once, and kill all of them. Spellcasters, like cultists etc. summoning daedra are more difficult. Then, like last night, I went into a new cave, and within steps of the door, got attacked by 4 trolls all at once, and was dismembered and eaten. Tried several times, and couldn't get past them.
Getting swarmed by enemies is one of the things I have difficulties with. I understand there are followers, but I'm not sure how to get them.
I know I can beef up my speed. Every few levels I do that. But my understanding is that horses help you get over steep mountains etc. that you can't normally walk up.
Banshee
I don't think a horse can go where I can't. maybe I never pushed Shadowmere hard enough.... He's fun, but I zoom around the map well enough...
The real danger of the skill systems is your major skills level you up, and if they go up, the danger level goes up. if those skills don't help you fight, you're hosed.
So, for a pure fighter, Blade + Light Armor + Armorer would be great skills because when they go up, u level, and they help fight fight the leveled bad guys.
Whereas, maxing out Persuasion as a major skill will get your butt creamed because you've leveled, but you have no practical ability to resist dying...
If you want to get control, make a custom class, and put the major skills into what you will NOT be using. In this way, you will advance more slowly, and effectively be able to control the difficulty level.
Persuasion and Light or Heavy Armor (the one you are not going to wear) are good candidates. Persuasion will go up when you sell, but that's OK, as it will get you better prices over the life of the PC.
With this in place, if you game the system to train your real skills, it won't pump your level up artificially. Thus, you can practice healing, sneaking, etc without finding the monsters are nigh unbeatable.
PS. Craft the BurnHeal and HealBurn spell which does +/1 1 HP respectively. This will train your destruction or healing skill respectively (if I recall, last spell effect wins). Also, when walking, use your illusions or summons, to work up points in those skills.
I don't exit the dungeon without 50 Sneak, when I start Oblivion.
Obilivion has a lot of fun quests and neat things to see, if you're not struggling with the engine.
Lastlty, when in doubt, crank down the difficulty level. The point is to have fun and see what there is to see and do.